+47.6%
ON vs PDD
-38.2%
+85.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.3% | -2.3% |
| 7D | -5.8% | +6.0% | -11.8% | -6.8% |
| 30D | -17.1% | +5.5% | -22.6% | -17.9% |
| 3M | -11.8% | -9.8% | -2.1% | -9.6% |
| 6M | -30.2% | -16.0% | -14.2% | -23.9% |
| YTD | +31.6% | -27.6% | +59.1% | +51.9% |
| 1Y | +47.6% | -38.6% | +86.2% | +82.9% |
| All | +47.6% | -38.2% | +85.8% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling